+461.2%
VRSN vs ARMK
+330.5%
+130.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +2.4% | -1.3% | +3.7% | +2.5% |
| 3M | +6.4% | -2.5% | +8.9% | +6.5% |
| 6M | +8.6% | +20.8% | -12.2% | +3.7% |
| YTD | +29.3% | +48.2% | -18.9% | +17.9% |
| 1Y | +27.2% | +45.7% | -18.5% | +16.3% |
| 3Y | +52.8% | +96.6% | -43.7% | +29.3% |
| 5Y | +36.7% | +106.6% | -69.9% | +13.2% |
| 10Y | +290.8% | +132.6% | +158.3% | +214.5% |
| All | +461.2% | +330.5% | +130.7% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling